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JP Morgan Call 55 SCHW 20.12.2024/  DE000JL0C326  /

EUWAX
2024-06-05  12:23:00 PM Chg.+0.01 Bid1:32:14 PM Ask1:32:14 PM Underlying Strike price Expiration date Option type
1.78EUR +0.56% 1.78
Bid Size: 20,000		 1.79
Ask Size: 20,000		 Charles Schwab Corpo... 55.00 - 2024-12-20 Call
 

Master data

WKN: JL0C32
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Charles Schwab Corporation
Type: Warrant
Option type: Call
Strike price: 55.00 -
Maturity: 2024-12-20
Issue date: 2023-04-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 1.31
Intrinsic value: 1.12
Implied volatility: 0.61
Historic volatility: 0.26
Parity: 1.12
Time value: 0.66
Break-even: 72.80
Moneyness: 1.20
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.75
Theta: -0.03
Omega: 2.80
Rho: 0.17
 

Quote data

Open: 1.78
High: 1.78
Low: 1.78
Previous Close: 1.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.88%
1 Month
  -16.82%
3 Months  
+13.38%
YTD
  -0.56%
1 Year  
+54.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.61
1M High / 1M Low: 2.38 1.61
6M High / 6M Low: 2.38 1.18
High (YTD): 2024-05-22 2.38
Low (YTD): 2024-02-07 1.18
52W High: 2024-05-22 2.38
52W Low: 2023-10-23 0.67
Avg. price 1W:   1.75
Avg. volume 1W:   0.00
Avg. price 1M:   2.06
Avg. volume 1M:   0.00
Avg. price 6M:   1.67
Avg. volume 6M:   0.00
Avg. price 1Y:   1.40
Avg. volume 1Y:   0.00
Volatility 1M:   108.54%
Volatility 6M:   79.54%
Volatility 1Y:   90.49%
Volatility 3Y:   -